On asymptotic global error estimation and control of finite difference solutions for semilinear parabolic equations

DOI10.1016/J.CMA.2014.11.032zbMATH Open1425.65087arXiv0911.2656OpenAlexW2032710850MaRDI QIDQ1736992FDOQ1736992

Authors: Kristian Debrabant, Jens Lang 

Publication date: 26 March 2019

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Abstract: The aim of this paper is to extend the global error estimation and control addressed in Lang and Verwer [SIAM J. Sci. Comput. 29, 2007] for initial value problems to finite difference solutions of semilinear parabolic partial differential equations. The approach presented there is combined with an estimation of the PDE spatial truncation error by Richardson extrapolation to estimate the overall error in the computed solution. Approximations of the error transport equations for spatial and temporal global errors are derived by using asymptotic estimates that neglect higher order error terms for sufficiently small step sizes in space and time. Asymptotic control in a discrete $L_2$-norm is achieved through tolerance proportionality and uniform or adaptive mesh refinement. Numerical examples are used to illustrate the reliability of the estimation and control strategies.

Full work available at URL: https://arxiv.org/abs/0911.2656

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zbMATH Keywords

finite difference methodmethod of linesasymptotic global error controlasymptotic global error estimationdefects and local errorsnumerical integration for PDEs

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Semilinear parabolic equations (35K58) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)

Cites Work

• ROS3P -- An accurate third-order Rosenbrock solver designed for parabolic problems
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Cited In (6)

• On Global Error Estimation and Control for Initial Value Problems
• Unconditional error analysis of linearized BDF2 mixed virtual element method for semilinear parabolic problems on polygonal meshes
• Rosenbrock-Wanner methods: construction and mission
• Global Error Estimation in the Method of Lines for Parabolic Equations
• Global error control for the continuous Galerkin finite element method for ordinary differential equations
• Efficient goal-oriented global error estimators for BDF methods using discrete adjoints

Uses Software

• ROS3P

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